is it possible to create a db with more than bar size?
I want to create a db with '1 day' and '1 minute' bar sizes?
basically my goal is to be able to ingest it into zipline with 2 different bar sizes
Untested and not officially supported but you might be able to accomplish it by loading one db into the other (or both into a third):
quantrocket history get <db1> | quantrocket history load <db2>
thanks I will try it and post my results after
Starting in quantrocket/zipline:1.3.0
, minute data is rolled up to daily during ingestion, allowing you to make daily history calls and minute history calls in the same backtest:
data.history(sid, 'price', 10, '1d')
data.history(sid, 'price', 10, '1m')
See the release notes: